Matches in SemOpenAlex for { <https://semopenalex.org/work/W2129122685> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2129122685 abstract "This paper is concerned with singular stochastic control for non-degenerate problems. It generalizes the previous work in that the model equation is nonlinear and the cost function need not be convex. The associated dynamic programming equation takes the form of variational inequalities. By combining the principle of dynamic programming and the method of penalization, we show that the value function is characterized as a unique generalized (Sobolev) solution which satisfies the dynamic programming variational inequality in almost everywhere. The approximation for our singular control problem is given in terms of a family of penalized control problems. As a result of such a penalization, we obtain that the value function is also the minimum cost available when only the admissible pairs with uniformly Lipschitz controls are admitted in our cost criterion." @default.
- W2129122685 created "2016-06-24" @default.
- W2129122685 creator A5069698894 @default.
- W2129122685 date "1992-05-06" @default.
- W2129122685 modified "2023-09-23" @default.
- W2129122685 title "Generalized Solution in Singular Stochastic Control: The Nondegenerate Problem" @default.
- W2129122685 cites W1489889419 @default.
- W2129122685 cites W1513091520 @default.
- W2129122685 cites W1567262822 @default.
- W2129122685 cites W1602967628 @default.
- W2129122685 cites W160859816 @default.
- W2129122685 cites W1969189939 @default.
- W2129122685 cites W2004328604 @default.
- W2129122685 cites W2064829290 @default.
- W2129122685 cites W2094591480 @default.
- W2129122685 cites W2129337220 @default.
- W2129122685 cites W2178119297 @default.
- W2129122685 cites W2369386221 @default.
- W2129122685 cites W2796337403 @default.
- W2129122685 cites W99170022 @default.
- W2129122685 hasPublicationYear "1992" @default.
- W2129122685 type Work @default.
- W2129122685 sameAs 2129122685 @default.
- W2129122685 citedByCount "2" @default.
- W2129122685 crossrefType "posted-content" @default.
- W2129122685 hasAuthorship W2129122685A5069698894 @default.
- W2129122685 hasConcept C121332964 @default.
- W2129122685 hasConcept C126255220 @default.
- W2129122685 hasConcept C134306372 @default.
- W2129122685 hasConcept C14036430 @default.
- W2129122685 hasConcept C14646407 @default.
- W2129122685 hasConcept C158622935 @default.
- W2129122685 hasConcept C161999928 @default.
- W2129122685 hasConcept C170131372 @default.
- W2129122685 hasConcept C22324862 @default.
- W2129122685 hasConcept C2777984672 @default.
- W2129122685 hasConcept C28826006 @default.
- W2129122685 hasConcept C33923547 @default.
- W2129122685 hasConcept C37404715 @default.
- W2129122685 hasConcept C62520636 @default.
- W2129122685 hasConcept C72319582 @default.
- W2129122685 hasConcept C78458016 @default.
- W2129122685 hasConcept C86803240 @default.
- W2129122685 hasConcept C91575142 @default.
- W2129122685 hasConceptScore W2129122685C121332964 @default.
- W2129122685 hasConceptScore W2129122685C126255220 @default.
- W2129122685 hasConceptScore W2129122685C134306372 @default.
- W2129122685 hasConceptScore W2129122685C14036430 @default.
- W2129122685 hasConceptScore W2129122685C14646407 @default.
- W2129122685 hasConceptScore W2129122685C158622935 @default.
- W2129122685 hasConceptScore W2129122685C161999928 @default.
- W2129122685 hasConceptScore W2129122685C170131372 @default.
- W2129122685 hasConceptScore W2129122685C22324862 @default.
- W2129122685 hasConceptScore W2129122685C2777984672 @default.
- W2129122685 hasConceptScore W2129122685C28826006 @default.
- W2129122685 hasConceptScore W2129122685C33923547 @default.
- W2129122685 hasConceptScore W2129122685C37404715 @default.
- W2129122685 hasConceptScore W2129122685C62520636 @default.
- W2129122685 hasConceptScore W2129122685C72319582 @default.
- W2129122685 hasConceptScore W2129122685C78458016 @default.
- W2129122685 hasConceptScore W2129122685C86803240 @default.
- W2129122685 hasConceptScore W2129122685C91575142 @default.
- W2129122685 hasOpenAccess W2129122685 @default.
- W2129122685 hasRelatedWork W1481626441 @default.
- W2129122685 hasRelatedWork W1964579517 @default.
- W2129122685 hasRelatedWork W1965529951 @default.
- W2129122685 hasRelatedWork W1985031713 @default.
- W2129122685 hasRelatedWork W2003036809 @default.
- W2129122685 hasRelatedWork W2008889323 @default.
- W2129122685 hasRelatedWork W2010413631 @default.
- W2129122685 hasRelatedWork W2017040431 @default.
- W2129122685 hasRelatedWork W2019251717 @default.
- W2129122685 hasRelatedWork W2022786661 @default.
- W2129122685 hasRelatedWork W2035989858 @default.
- W2129122685 hasRelatedWork W2042129224 @default.
- W2129122685 hasRelatedWork W2074519406 @default.
- W2129122685 hasRelatedWork W2077042296 @default.
- W2129122685 hasRelatedWork W2145108405 @default.
- W2129122685 hasRelatedWork W2963165946 @default.
- W2129122685 hasRelatedWork W3121401950 @default.
- W2129122685 hasRelatedWork W76129192 @default.
- W2129122685 hasRelatedWork W2087671116 @default.
- W2129122685 hasRelatedWork W2473822659 @default.
- W2129122685 isParatext "false" @default.
- W2129122685 isRetracted "false" @default.
- W2129122685 magId "2129122685" @default.
- W2129122685 workType "article" @default.